4/10/2011
1
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Integration
•
Trapezoidal rule
•
Riemann’s integral
Lecture 18: Numerical integration
Riemann s integral
•
Simpson’s rule
•
Matlab built in functions for integration
•
Error analysis
Integration
For a function
f
,
The “integral of
f
from
a
to
b
” is the area under the graph of the
function.
If f is continuous, then the area is well defined, as the common
limit of upper and lower sums.
The integral is denoted

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